+7.3%
EMB vs STZ
-36.5%
+43.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | +0.3% |
| 7D | +0.3% | -7.4% | +7.7% | +0.9% |
| 30D | -0.5% | -10.9% | +10.4% | +0.4% |
| 3M | +0.3% | -13.4% | +13.8% | +1.4% |
| 6M | +1.2% | -16.2% | +17.4% | +2.4% |
| YTD | +1.5% | -10.4% | +11.9% | +1.9% |
| 1Y | +4.8% | -14.8% | +19.6% | +5.7% |
| 3Y | +30.4% | -50.1% | +80.5% | +39.0% |
| 5Y | +7.3% | -38.8% | +46.0% | +11.6% |
| All | +7.3% | -36.5% | +43.8% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling